+365.0%
DDOG vs LSCC
+382.4%
-17.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -8.6% | +1.1% | -4.0% |
| 7D | -34.3% | -4.8% | -29.5% | -33.1% |
| 30D | -37.2% | -27.1% | -10.1% | -29.0% |
| 3M | -38.3% | -23.6% | -14.7% | -32.2% |
| 6M | +19.8% | -19.8% | +39.6% | +23.8% |
| YTD | +28.4% | +33.2% | -4.8% | +2.0% |
| 1Y | +12.7% | +55.2% | -42.6% | -17.1% |
| 3Y | +112.8% | +70.1% | +42.7% | +29.4% |
| 5Y | -5.9% | +19.5% | -25.4% | -36.1% |
| All | +365.0% | +382.4% | -17.5% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling